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Is traditional capital market theory consistent with fat-tailed log returns?

Bamberg, Günter; Dorfleitner, Gregor - In: Journal of business economics : JBE 72 (2002) 8, pp. 865-878

Persistent link: https://www.econbiz.de/10001697901

Stetige versus diskrete Renditen : finanzmathematische Überlegungen zur richtigen Verwendung beider Begriffe in Theorie und Praxis

Dorfleitner, Gregor - 1999

Persistent link: https://www.econbiz.de/10004594351

Which proportion of SR investments is enough? : a survey-based approach

Dorfleitner, Gregor; Nguyen, Mai - In: Business research 9 (2016) 1, pp. 1-25

This article examines the determinants of the optimal percentage that private investors seek to invest in a socially responsible (SR) way when forming their portfolio. By conducting a global online survey in English, German and French, we find indications that it is sufficient for the majority...

Persistent link: https://www.econbiz.de/10011488301

Shortfall-Risiken beim Hedging mit DAX-Futures

Bamberg, Günter - 1997

Persistent link: https://www.econbiz.de/10013453110

Der Optionscharakter von Bezugsrechten

Röder, Klaus; Dorfleitner, Gregor - 1999

Persistent link: https://www.econbiz.de/10013374666

A new approach for optimizing responsible investments dependently on the initial wealth

Dorfleitner, Gregor; Nguyen, Mai - In: The journal of asset management 18 (2017) 2, pp. 81-98

Persistent link: https://www.econbiz.de/10011694982

Justification of per-unit risk capital allocation in portfolio credit risk models

Dorfleitner, Gregor; Pfister, Tamara - In: International journal of theoretical and applied finance 17 (2014) 6, pp. 1-29

Persistent link: https://www.econbiz.de/10010438509

Portfoliobildung bei schweren Rädern

Bamberg, Günter; Dorfleitner, Gregor - In: Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift …, (pp. 241-253). 2003

Persistent link: https://www.econbiz.de/10001736336

Eine Anmerkung zur exakten Nachbildung von Aktienindizes mittels einer Multiplikator-Rundungsmethode

Dorfleitner, Gregor - In: OR-Spektrum : quantitative approaches in management 21 (1999) 4, pp. 493-502

Persistent link: https://www.econbiz.de/10001412074

Specification risk and calibration effects of multifactor credit portfolio model

Dorfleitner, Gregor; Fischer, Matthias; Geidosch, Marco - In: The journal of fixed income 22 (2012) 1, pp. 7-24

Persistent link: https://www.econbiz.de/10009670750